+533.2%
XYZ vs VUG
+431.7%
+101.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | +0.1% |
| 7D | -1.0% | -0.1% | -0.9% | -0.7% |
| 30D | -1.7% | -0.3% | -1.4% | -1.0% |
| 3M | +16.7% | -0.7% | +17.4% | +17.5% |
| 6M | +26.9% | +14.6% | +12.2% | -0.2% |
| YTD | +27.1% | +9.0% | +18.1% | +9.6% |
| 1Y | +9.3% | +14.9% | -5.6% | -14.1% |
| 3Y | +42.3% | +86.0% | -43.8% | -52.5% |
| 5Y | -69.3% | +76.7% | -146.0% | -87.1% |
| 10Y | +586.8% | +411.3% | +175.5% | -33.2% |
| All | +533.2% | +431.7% | +101.5% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling